The present invention relates to an engine comprising a continuous braking device, particularly for an industrial vehicle. As is known, industrial vehicles must be fitted with a continuous braking device, besides service and parking brakes. Such a device aims, by exploiting the braking capacity of the engine when in use, to guarantee a continuous deceleration of the vehicle on long slopes, without resorting to service brakes. The ever increasing rate of progress in supercharging allows for engines having higher and higher working power, with equal displacement, and, therefore, for ever heavier vehicles being pulled. Therefore, the engine braking capacity, as well, should increase proportionally, so that the braking power/active power ratio be constant, as much as possible. To this end, over the past few years engines have been fitted with continuous braking devices based on the principle of dissipating the engine compression energy in order to generate braking power. In such well-known engines, said dissipation is achieved by opening the exhaust valves at the end of the compression stroke; the effectiveness of such a solution being increased by the supercharging provided by the turbine, thus causing the compression power, and therefore, the braking power, to be increased. Being the turbine of a centrifugal type, its contribution decreases along with the speed of the engine; therefore, the effectiveness of the known devices is reduced at low engine speed, whereas a high braking torque at low speed should be desirable. Other engines are also known, each cylinder of which presents an additional exhaust valve, open during each stroke of the cycle. The effectiveness of such a further solution being increased by the use of a throttle valve on the exhaust manifold, which generates an exhaust back pressure inside same manifold. Quite a high braking power can be obtained in such a way; however, the maximum braking power to be obtained is limited by the air flow rate through the engine being reduced and, therefore, by the temperature inside the combustion chambers being increased.